CME Canadian Dollar Future September 2014


Trading Metrics calculated at close of trading on 11-Feb-2014
Day Change Summary
Previous Current
10-Feb-2014 11-Feb-2014 Change Change % Previous Week
Open 0.9008 0.9009 0.0001 0.0% 0.8999
High 0.9008 0.9040 0.0032 0.4% 0.9045
Low 0.9003 0.9009 0.0006 0.1% 0.8949
Close 0.9006 0.9035 0.0029 0.3% 0.9017
Range 0.0005 0.0031 0.0026 520.0% 0.0096
ATR 0.0045 0.0044 -0.0001 -1.7% 0.0000
Volume 84 45 -39 -46.4% 435
Daily Pivots for day following 11-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9121 0.9109 0.9052
R3 0.9090 0.9078 0.9044
R2 0.9059 0.9059 0.9041
R1 0.9047 0.9047 0.9038 0.9053
PP 0.9028 0.9028 0.9028 0.9031
S1 0.9016 0.9016 0.9032 0.9022
S2 0.8997 0.8997 0.9029
S3 0.8966 0.8985 0.9026
S4 0.8935 0.8954 0.9018
Weekly Pivots for week ending 07-Feb-2014
Classic Woodie Camarilla DeMark
R4 0.9292 0.9250 0.9070
R3 0.9196 0.9154 0.9043
R2 0.9100 0.9100 0.9035
R1 0.9058 0.9058 0.9026 0.9079
PP 0.9004 0.9004 0.9004 0.9014
S1 0.8962 0.8962 0.9008 0.8983
S2 0.8908 0.8908 0.8999
S3 0.8812 0.8866 0.8991
S4 0.8716 0.8770 0.8964
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9045 0.8949 0.0096 1.1% 0.0031 0.3% 90% False False 64
10 0.9045 0.8888 0.0157 1.7% 0.0030 0.3% 94% False False 58
20 0.9132 0.8888 0.0244 2.7% 0.0037 0.4% 60% False False 61
40 0.9387 0.8888 0.0499 5.5% 0.0035 0.4% 29% False False 67
60 0.9514 0.8888 0.0626 6.9% 0.0030 0.3% 23% False False 54
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9172
2.618 0.9121
1.618 0.9090
1.000 0.9071
0.618 0.9059
HIGH 0.9040
0.618 0.9028
0.500 0.9025
0.382 0.9021
LOW 0.9009
0.618 0.8990
1.000 0.8978
1.618 0.8959
2.618 0.8928
4.250 0.8877
Fisher Pivots for day following 11-Feb-2014
Pivot 1 day 3 day
R1 0.9032 0.9031
PP 0.9028 0.9028
S1 0.9025 0.9024

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These figures are updated between 7pm and 10pm EST after a trading day.

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